+81.1%
ETN vs FLUT
-42.9%
+124.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | +6.2% | -2.6% | +8.8% | +6.6% |
| 30D | -6.7% | +5.4% | -12.1% | -7.6% |
| 3M | +3.6% | -10.8% | +14.4% | +4.8% |
| 6M | +18.3% | -9.2% | +27.5% | +18.7% |
| YTD | +31.5% | -53.8% | +85.3% | +55.6% |
| 1Y | +20.6% | -66.0% | +86.5% | +54.4% |
| All | +81.1% | -42.9% | +124.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling